-4.1%
SLB vs BMRN
-31.0%
+26.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.9% | -3.8% | +2.0% | -0.9% |
| 30D | +7.8% | -6.5% | +14.3% | +9.6% |
| 3M | +2.7% | +11.2% | -8.5% | -0.4% |
| 6M | +22.2% | +5.8% | +16.4% | +19.5% |
| YTD | +51.1% | +8.4% | +42.7% | +46.4% |
| 1Y | +63.3% | +15.7% | +47.7% | +54.3% |
| 3Y | +2.4% | -28.6% | +31.0% | +7.6% |
| 5Y | +139.3% | -19.6% | +158.9% | +135.1% |
| All | -4.1% | -31.0% | +26.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling